Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49353.61 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45292.4 Kr¶

PnL: ---------------------------------------> 236.4 Kr¶

DD now: ---------------------------------> -7.091 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:07:17.713383'

Anic Portfolio¶

Today¶

Return: 0.983 %¶

This Week¶

Return: 0.102 %¶

Total portfolio value¶

Return including deposits: 61.571 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.570000 1686.960000 217.960000 14.840000 1468.999998
Sedana Medical 93 4.270000 2678.400000 157.400000 6.240000 2521.000011
Orrön Energy 180 5.030000 2160.000000 117.000000 5.730000 2043.000000
Sagax B 4 2.630000 889.600000 35.600000 4.170000 854.000000
Platzer Fastigheter Holding B 12 2.720000 996.000000 35.000000 3.640000 960.999996
Catena 2 2.640000 824.400000 32.400000 4.090000 792.000000
Atrium Ljungberg B 5 1.520000 967.000000 32.000000 3.420000 935.000000
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
JM 6 0.820000 885.000000 21.000000 2.430000 864.000000
Hexatronic Group 12 1.640000 984.000000 17.000000 1.760000 966.999996
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
BioGaia B 8 0.430000 938.400000 8.400000 0.900000 930.000000
Byggmax Group 33 0.900000 961.620000 5.620000 0.590000 956.000001
EQT 4 0.820000 834.800000 2.800000 0.340000 832.000000
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
Bilia A 8 0.270000 902.400000 2.400000 0.270000 900.000000
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Clas Ohlson B 12 -0.060000 973.800000 0.800000 0.080000 972.999996
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
ASSA ABLOY B 3 -0.270000 773.700000 -5.300000 -0.680000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.070000 941.200000 -8.800000 -0.930000 949.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.150000 945.000000 -22.000000 -2.280000 966.999999
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
Addnode Group B 11 -0.730000 894.850000 -26.150000 -2.840000 921.000003
SKF B 5 -1.980000 913.500000 -26.500000 -2.820000 940.000000
Vitec Software Group B 2 0.860000 1051.000000 -36.000000 -3.310000 1087.000000
Latour B 4 0.240000 820.000000 -37.000000 -4.320000 857.000000
Indutrade 5 1.720000 1181.000000 -37.000000 -3.040000 1218.000000
Hexagon B 26 0.420000 3404.700000 -56.300000 -1.630000 3461.000010
Bufab 3 -0.230000 1050.600000 -58.400000 -5.270000 1109.000001
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
BHG Group 97 1.570000 1376.430000 -82.570000 -5.660000 1458.999989
TOTAL 45292.400000 236.400000 -7.09095% 45056.000411

Updated:¶

'2023-07-04 10:07:34.331647'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶